Atm Calls/Puts Label

[Russel]

Hi all,

I would like to have labels showing this week's ATM Calls and Puts price. I have seen the scripts where you have to put in the option Cusip but I am looking for something that automatically finds the nearest expiration ATM and returns the results for the current ticker you are on. If there is a way to add next week's ATM Calls for, it would be great.

Thank you

 

[sevensa]

See if this is something you can use. I've only been using TOS for about 2 weeks now and still fumbling my way through ThinkScript. I am sure some of the gurus on here can make the code prettier and more efficient, but hopefully a starting point for you.

#Display ATM Call and Put prices.  Enter the date 1 day after expiration of the option you want to see.  Example, expiration 20221125, enter 20221126

input ExpDate = 20221126;

def OptionTF = GetAggregationPeriod ();


def CallATM = close(symbol = GetATMOption(GetUnderlyingSymbol(), ExpDate, OptionClass.CALL), period = OptionTF, priceType = PriceType.LAST);
def PutATM = close(symbol = GetATMOption(GetUnderlyingSymbol(), ExpDate, OptionClass.PUT), period = OptionTF, priceType = PriceType.LAST);

AddLabel(IsOptionable(),"ATM Call: " + GetATMOption(GetUnderlyingSymbol(), ExpDate, OptionClass.CALL) + " = " + CallATM + "; ATM Put: " + GetATMOption(GetUnderlyingSymbol(), ExpDate, OptionClass.PUT) + " = " + PutATM);